ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.310 |
95.390 |
0.080 |
0.1% |
96.015 |
High |
95.605 |
95.445 |
-0.160 |
-0.2% |
96.305 |
Low |
95.280 |
95.020 |
-0.260 |
-0.3% |
94.950 |
Close |
95.392 |
95.210 |
-0.182 |
-0.2% |
95.392 |
Range |
0.325 |
0.425 |
0.100 |
30.8% |
1.355 |
ATR |
0.611 |
0.597 |
-0.013 |
-2.2% |
0.000 |
Volume |
16,219 |
10,782 |
-5,437 |
-33.5% |
99,173 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.500 |
96.280 |
95.444 |
|
R3 |
96.075 |
95.855 |
95.327 |
|
R2 |
95.650 |
95.650 |
95.288 |
|
R1 |
95.430 |
95.430 |
95.249 |
95.328 |
PP |
95.225 |
95.225 |
95.225 |
95.174 |
S1 |
95.005 |
95.005 |
95.171 |
94.903 |
S2 |
94.800 |
94.800 |
95.132 |
|
S3 |
94.375 |
94.580 |
95.093 |
|
S4 |
93.950 |
94.155 |
94.976 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.614 |
98.858 |
96.137 |
|
R3 |
98.259 |
97.503 |
95.765 |
|
R2 |
96.904 |
96.904 |
95.640 |
|
R1 |
96.148 |
96.148 |
95.516 |
95.849 |
PP |
95.549 |
95.549 |
95.549 |
95.399 |
S1 |
94.793 |
94.793 |
95.268 |
94.494 |
S2 |
94.194 |
94.194 |
95.144 |
|
S3 |
92.839 |
93.438 |
95.019 |
|
S4 |
91.484 |
92.083 |
94.647 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.305 |
94.950 |
1.355 |
1.4% |
0.547 |
0.6% |
19% |
False |
False |
19,338 |
10 |
96.305 |
94.950 |
1.355 |
1.4% |
0.565 |
0.6% |
19% |
False |
False |
19,957 |
20 |
96.305 |
94.385 |
1.920 |
2.0% |
0.587 |
0.6% |
43% |
False |
False |
11,629 |
40 |
96.450 |
94.050 |
2.400 |
2.5% |
0.575 |
0.6% |
48% |
False |
False |
6,227 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.568 |
0.6% |
33% |
False |
False |
4,298 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.608 |
0.6% |
47% |
False |
False |
3,335 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.570 |
0.6% |
47% |
False |
False |
2,689 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.555 |
0.6% |
56% |
False |
False |
2,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.251 |
2.618 |
96.558 |
1.618 |
96.133 |
1.000 |
95.870 |
0.618 |
95.708 |
HIGH |
95.445 |
0.618 |
95.283 |
0.500 |
95.233 |
0.382 |
95.182 |
LOW |
95.020 |
0.618 |
94.757 |
1.000 |
94.595 |
1.618 |
94.332 |
2.618 |
93.907 |
4.250 |
93.214 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.233 |
95.278 |
PP |
95.225 |
95.255 |
S1 |
95.218 |
95.233 |
|